Theory: The Witch's Road was a lie created by Agatha, and the Coven is actually in a hex unconsciously made by Billy.

.... I don't think the Witch's Road was real. I think back in the day, Agatha and Rio created the rumor of the road so they could trap and sacrifice witches, allowing Agatha to steal their power. I think that's what Agatha was planning to do with this coven too, and was completely caught off guard when a door actually appeared and lead down to a surprisingly real Witch's Road.

I think that this version of the road, that the coven has been walking, is actually a hex surrounding the underground, failed transit system in Westview. ...and I think that it was created by Billy. I don't think he realizes that he did it, but this whole version of "The Road" is manifesting with themes pulled from the movie posters in his bedroom, the same way that Wanda's hex pulled from the sitcoms she watched when she was a kid.

I think the only ones who know that this is a false reality, are Agatha and Rio.

I think that's also how Agatha recognized that Teen was Wanda's son. She said he and his mom had the same "tell". .... I think she was talking about creating elaborate false realities unconsciously as a trauma response. Lol. There's a lot of hints sprinkled around the episodes that suggest Agatha knows or is figuring out whats up. If you go back and watch the early episodes, specifically episodes 3 and 4, pay attention to Agatha's reactions to the road and to Billy.

I think that's going to be one of the big reveals in the finale episodes. The Road isn't real. It started as a lie by Agatha, and the idea and rumors of it is what fueled this subconscious trauma hex by Billy Maximoff, mirroring what his mother did with the Westview anomaly.

Exquisite Echidna actually made some really cool videos on youtube detailing the hints and clues that point to this theory. Check them out!

The Road is a Lie Created By Agatha: https://youtu.be/eeJ_xIiIR8c?si=xNc-C7tgQUyiOSeE

The coven is in a Hex created by Billy: https://youtu.be/dQ9UjcRdfEY?si=Je0xs35W6ek2KnAx